Cleared swaps surge $6.6trn at US G-Sibs in Q2
Cleared swaps accounted for 54% of G-Sib notionals in Q2
Cleared swaps held by the eight systemically important US banks increased 5% in notional terms in the quarter to end-June, while bilateral notionals edged down 1%.
Notional amounts of over-the-counter derivatives cleared through a central counterparty stood at $128 trillion for Q2, compared with $121 trillion in Q1, whereas those for non-cleared were $107 trillion down from $108 trillion.
Dollar-wise, Goldman Sachs increased its cleared portfolio the most, by $2.8 trillion (14%) for $23.1
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